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Universality of Tsallis q-exponential of interoccurrence times within the microscopic model of cunning agents. (2014). Gubiec, Tomasz ; Kutner, Ryszard ; Denys, Mateusz.
In: Papers.
RePEc:arx:papers:1411.1689.

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  1. F. C. Billari, T. Fent, A. Prskawetz, J. Scheffran, “Agent-Based Computational Modelling. Applications in Demography, Social, Economic and Environmental Sciences”, PhysicaVerlag, A Springer Company, Heidelberg 2006.

  2. P. Sieczka, J. A. Holyst, Acta Physica Polonica A 114, 525-530 (2008). 1The abrupt transitions observed from time to time are a characteristic feature of modern financial markets.
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